+232.7%
LITE vs ATI
+86.4%
+146.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.7% | -7.2% | -7.2% |
| 7D | -31.4% | +8.3% | -39.8% | -37.7% |
| 30D | -42.6% | -7.3% | -35.3% | -38.2% |
| 3M | -26.2% | -10.5% | -15.7% | -18.0% |
| 6M | -35.8% | +16.4% | -52.2% | -45.8% |
| YTD | +70.0% | +56.1% | +14.0% | -4.4% |
| 1Y | +232.7% | +86.5% | +146.2% | +34.7% |
| All | +232.7% | +86.4% | +146.3% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling